Some Studies on the Structure of Covariance Matrix of Discrete-Time fBm.

Anubha Gupta Shiv Dutt Joshi

Published in: IEEE Trans. Signal Process. (2008)

Keyphrases

covariance matrix
covariance matrices
principal component analysis
eigenvalues and eigenvectors
sample size
mahalanobis distance
positive definite
correlation matrix
lower bound
singular value decomposition
estimation error
gaussian mixture
multivariate gaussian
image segmentation
least squares
graph structure